NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Sep-2014 | 
                    29-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.90 | 
                        91.15 | 
                        0.25 | 
                        0.3% | 
                        90.51 | 
                     
                    
                        | High | 
                        91.72 | 
                        92.25 | 
                        0.53 | 
                        0.6% | 
                        91.72 | 
                     
                    
                        | Low | 
                        90.71 | 
                        90.91 | 
                        0.20 | 
                        0.2% | 
                        89.53 | 
                     
                    
                        | Close | 
                        91.57 | 
                        92.21 | 
                        0.64 | 
                        0.7% | 
                        91.57 | 
                     
                    
                        | Range | 
                        1.01 | 
                        1.34 | 
                        0.33 | 
                        32.7% | 
                        2.19 | 
                     
                    
                        | ATR | 
                        1.33 | 
                        1.33 | 
                        0.00 | 
                        0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        17,288 | 
                        15,335 | 
                        -1,953 | 
                        -11.3% | 
                        77,869 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                95.81 | 
                95.35 | 
                92.95 | 
                 | 
             
            
                | R3 | 
                94.47 | 
                94.01 | 
                92.58 | 
                 | 
             
            
                | R2 | 
                93.13 | 
                93.13 | 
                92.46 | 
                 | 
             
            
                | R1 | 
                92.67 | 
                92.67 | 
                92.33 | 
                92.90 | 
             
            
                | PP | 
                91.79 | 
                91.79 | 
                91.79 | 
                91.91 | 
             
            
                | S1 | 
                91.33 | 
                91.33 | 
                92.09 | 
                91.56 | 
             
            
                | S2 | 
                90.45 | 
                90.45 | 
                91.96 | 
                 | 
             
            
                | S3 | 
                89.11 | 
                89.99 | 
                91.84 | 
                 | 
             
            
                | S4 | 
                87.77 | 
                88.65 | 
                91.47 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                97.51 | 
                96.73 | 
                92.77 | 
                 | 
             
            
                | R3 | 
                95.32 | 
                94.54 | 
                92.17 | 
                 | 
             
            
                | R2 | 
                93.13 | 
                93.13 | 
                91.97 | 
                 | 
             
            
                | R1 | 
                92.35 | 
                92.35 | 
                91.77 | 
                92.74 | 
             
            
                | PP | 
                90.94 | 
                90.94 | 
                90.94 | 
                91.14 | 
             
            
                | S1 | 
                90.16 | 
                90.16 | 
                91.37 | 
                90.55 | 
             
            
                | S2 | 
                88.75 | 
                88.75 | 
                91.17 | 
                 | 
             
            
                | S3 | 
                86.56 | 
                87.97 | 
                90.97 | 
                 | 
             
            
                | S4 | 
                84.37 | 
                85.78 | 
                90.37 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                92.25 | 
                89.71 | 
                2.54 | 
                2.8% | 
                1.27 | 
                1.4% | 
                98% | 
                True | 
                False | 
                16,492 | 
                 
                
                | 10 | 
                92.63 | 
                89.53 | 
                3.10 | 
                3.4% | 
                1.32 | 
                1.4% | 
                86% | 
                False | 
                False | 
                14,588 | 
                 
                
                | 20 | 
                93.81 | 
                89.00 | 
                4.81 | 
                5.2% | 
                1.49 | 
                1.6% | 
                67% | 
                False | 
                False | 
                15,321 | 
                 
                
                | 40 | 
                95.94 | 
                89.00 | 
                6.94 | 
                7.5% | 
                1.23 | 
                1.3% | 
                46% | 
                False | 
                False | 
                11,104 | 
                 
                
                | 60 | 
                99.76 | 
                89.00 | 
                10.76 | 
                11.7% | 
                1.16 | 
                1.3% | 
                30% | 
                False | 
                False | 
                9,263 | 
                 
                
                | 80 | 
                101.33 | 
                89.00 | 
                12.33 | 
                13.4% | 
                1.04 | 
                1.1% | 
                26% | 
                False | 
                False | 
                7,779 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            97.95 | 
         
        
            | 
2.618             | 
            95.76 | 
         
        
            | 
1.618             | 
            94.42 | 
         
        
            | 
1.000             | 
            93.59 | 
         
        
            | 
0.618             | 
            93.08 | 
         
        
            | 
HIGH             | 
            92.25 | 
         
        
            | 
0.618             | 
            91.74 | 
         
        
            | 
0.500             | 
            91.58 | 
         
        
            | 
0.382             | 
            91.42 | 
         
        
            | 
LOW             | 
            90.91 | 
         
        
            | 
0.618             | 
            90.08 | 
         
        
            | 
1.000             | 
            89.57 | 
         
        
            | 
1.618             | 
            88.74 | 
         
        
            | 
2.618             | 
            87.40 | 
         
        
            | 
4.250             | 
            85.22 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                92.00 | 
                                91.92 | 
                             
                            
                                | PP | 
                                91.79 | 
                                91.64 | 
                             
                            
                                | S1 | 
                                91.58 | 
                                91.35 | 
                             
             
         |